+2,043.2%
LLY vs EPAM
+170.1%
+1,873.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -4.5% | +13.4% | -17.9% | -6.0% |
| 30D | +13.9% | +47.1% | -33.2% | +9.0% |
| 3M | +13.8% | +71.2% | -57.4% | +6.9% |
| 6M | +37.6% | +48.9% | -11.3% | +30.4% |
| YTD | +26.6% | -22.2% | +48.8% | +28.4% |
| 1Y | +45.3% | -5.2% | +50.5% | +44.1% |
| 3Y | +132.2% | -34.9% | +167.2% | +135.3% |
| 5Y | +434.7% | -77.4% | +512.1% | +516.0% |
| All | +2,043.2% | +170.1% | +1,873.1% | +1,539.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling